ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 121-085 121-050 -0-035 -0.1% 121-132
High 121-102 121-217 0-115 0.3% 122-052
Low 121-030 121-047 0-017 0.0% 121-055
Close 121-047 121-135 0-088 0.2% 121-105
Range 0-072 0-170 0-098 136.1% 0-317
ATR 0-105 0-109 0-005 4.5% 0-000
Volume 463,789 516,469 52,680 11.4% 2,951,267
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 123-003 122-239 121-228
R3 122-153 122-069 121-182
R2 121-303 121-303 121-166
R1 121-219 121-219 121-151 121-261
PP 121-133 121-133 121-133 121-154
S1 121-049 121-049 121-119 121-091
S2 120-283 120-283 121-104
S3 120-113 120-199 121-088
S4 119-263 120-029 121-042
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 124-168 123-294 121-279
R3 123-171 122-297 121-192
R2 122-174 122-174 121-163
R1 121-300 121-300 121-134 121-238
PP 121-177 121-177 121-177 121-147
S1 120-303 120-303 121-076 120-242
S2 120-180 120-180 121-047
S3 119-183 119-306 121-018
S4 118-186 118-309 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-052 121-030 1-022 0.9% 0-143 0.4% 31% False False 506,108
10 122-052 121-030 1-022 0.9% 0-117 0.3% 31% False False 516,574
20 122-052 121-030 1-022 0.9% 0-098 0.3% 31% False False 471,737
40 122-052 120-070 1-302 1.6% 0-099 0.3% 62% False False 472,188
60 122-052 118-100 3-272 3.2% 0-117 0.3% 81% False False 515,298
80 122-052 118-100 3-272 3.2% 0-108 0.3% 81% False False 387,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-300
2.618 123-022
1.618 122-172
1.000 122-067
0.618 122-002
HIGH 121-217
0.618 121-152
0.500 121-132
0.382 121-112
LOW 121-047
0.618 120-262
1.000 120-197
1.618 120-092
2.618 119-242
4.250 118-284
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 121-134 121-131
PP 121-133 121-127
S1 121-132 121-124

These figures are updated between 7pm and 10pm EST after a trading day.

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